-75.9%
QS vs TCOM
-36.9%
-39.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.8% | -7.6% |
| 7D | -2.1% | +13.6% | -15.8% | -4.0% |
| 30D | -11.6% | +14.5% | -26.1% | -13.4% |
| 3M | -25.5% | -4.7% | -20.9% | -25.2% |
| 6M | -43.4% | -16.4% | -27.0% | -40.7% |
| YTD | -60.6% | -39.1% | -21.5% | -58.6% |
| 1Y | -75.9% | -37.8% | -38.1% | -74.9% |
| All | -75.9% | -36.9% | -39.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling